-5.9%
TLT vs RVMD
+396.9%
-402.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -1.6% | -3.6% | +2.0% | -1.5% |
| 30D | -1.3% | -1.1% | -0.3% | -1.3% |
| 3M | -3.7% | +41.0% | -44.8% | -4.4% |
| 6M | -6.4% | +105.7% | -112.0% | -7.7% |
| YTD | -4.5% | +155.3% | -159.8% | -6.5% |
| 1Y | -5.9% | +402.7% | -408.6% | -9.3% |
| All | -5.9% | +396.9% | -402.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling